SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 71 matches

by khoni06
April 28th, 2010, 2:36 am
Forum: Careers Forum
Topic: PWM at GS
Replies: 1
Views: 28673

PWM at GS

I'd like to get some info about the group:how are they positioned compared to competitor?is there any quant work to be done there?Do they make money and how?Thanks in advance for any inputs!
by khoni06
September 12th, 2008, 11:50 am
Forum: Careers Forum
Topic: Hedge fund bubble. Am I late?
Replies: 11
Views: 50258

Hedge fund bubble. Am I late?

never ever heard of base-salary of 150K euro for a junior!but after bonus ... definetely possible
by khoni06
August 15th, 2008, 7:18 am
Forum: Careers Forum
Topic: Career dilemma - which way next?
Replies: 7
Views: 51466

Career dilemma - which way next?

<t>I doubt that there is such a thing as “more likely to succeed at gaining a PhD”. Doing a PhD is not passing an exam. You finish your PhD or you quit. I’ve seen 3 guys in my department finishing their PhD after having work experience. Usually, the tough part for them was not the research side but ...
by khoni06
August 15th, 2008, 7:06 am
Forum: Careers Forum
Topic: PhD becoming less relevant to quant work?
Replies: 161
Views: 66523

PhD becoming less relevant to quant work?

Haha!
by khoni06
August 4th, 2008, 2:21 pm
Forum: Trading Forum
Topic: Matlab codes for MC simulations
Replies: 7
Views: 51928

Matlab codes for MC simulations

<t>function SPaths=GenPaths(S0,mu,sigma,T,NSteps,NRepl)dt = T/NSteps;nudt = (mu-0.5*sigma^2)*dt;sidt = sigma*sqrt(dt);RandMat = randn(round(NRepl/2), NSteps);Increments = [nudt + sidt*RandMat ; nudt - sidt*RandMat];LogPaths = cumsum([log(S0)*ones(NRepl,1) , Increments] , 2);SPaths = exp(LogPaths);an...
by khoni06
August 3rd, 2008, 3:55 pm
Forum: Careers Forum
Topic: energy trading shops
Replies: 26
Views: 55405

energy trading shops

How about BCS? I heard they are trying to get bigger in US!
by khoni06
July 25th, 2008, 1:32 am
Forum: Careers Forum
Topic: How much does the average MFE grad make?
Replies: 22
Views: 55075

How much does the average MFE grad make?

so we should all together ask for 350K!
by khoni06
July 23rd, 2008, 12:31 am
Forum: Careers Forum
Topic: Career path
Replies: 3
Views: 51466

Career path

any professional experience or internship?did you apply for a postdoc?
by khoni06
July 22nd, 2008, 4:17 pm
Forum: Careers Forum
Topic: How much does the average MFE grad make?
Replies: 22
Views: 55075

How much does the average MFE grad make?

<t>You’ll make between 1M and 3M but what’s important is not your income, it’s how you spend it.Be a nice guy, make lots of friends, get a nice GF and spend a couple of years on a student payroll!Be a tough guy, date high maintenance chicks, get a beautiful apartment and catch up with the life you a...
by khoni06
July 22nd, 2008, 3:59 pm
Forum: Careers Forum
Topic: fund of HFs
Replies: 18
Views: 54043

fund of HFs

I have a friend working in a fof and he's very happy with his job. Interesting projects, lots of autonomy. Drawback, there is lots of politics. People not doing shit but pretending to be important!
by khoni06
July 13th, 2008, 5:06 pm
Forum: Technical Forum
Topic: Is American Option Price a martingale?
Replies: 13
Views: 67400

Is American Option Price a martingale?

<t>QuoteOriginally posted by: Fripchochi khoni06,no that s not at all what you said....... reread what you wrote:you said: "...the price of an American option is the Snell envelope of the payoff ..." which is wrongyou also said"...It's not a martingale ... " which is also wrong the correct diagram i...
by khoni06
July 2nd, 2008, 3:36 pm
Forum: Careers Forum
Topic: Can I do my PHD ?
Replies: 18
Views: 55736

Can I do my PHD ?

check your pm!
by khoni06
July 2nd, 2008, 2:41 pm
Forum: Careers Forum
Topic: Can I do my PHD ?
Replies: 18
Views: 55736

Can I do my PHD ?

I'm not sure I understand your question. Do you want to go to UK / US?Are you working with Marc Yor? Nicole? Giles?
by khoni06
May 21st, 2008, 9:28 pm
Forum: General Forum
Topic: Barclays shopping for IB
Replies: 1
Views: 54022

Barclays shopping for IB

<r>Could anyone explain me why would Barclays buy LB?<URL url="http://www.bloggingstocks.com/2008/05/20/barclays-bcs-may-be-going-after-lehman-leh/They"><LINK_TEXT text="http://www.bloggingstocks.com/2008/05/2 ... n-leh/They">http://www.bloggingstocks.com/2008/05/20/barclays-bcs-may-be-going-after-l...
by khoni06
May 5th, 2008, 4:54 pm
Forum: Careers Forum
Topic: prop desk vs quant
Replies: 7
Views: 62902

prop desk vs quant

<t>he's not leaving. He's just going to start a new business whitin the bank.So both positions are in IB.But the team will be small at the begining and will expand depending on results.I'm concern about the type of work I would do in a prop desk having absolutly no experience in commodity. I don't k...
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